+201.7%
RL vs BMRN
-28.6%
+230.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -0.3% | -3.8% | +3.6% | +0.6% |
| 30D | -17.5% | -6.5% | -11.0% | -16.3% |
| 3M | -14.0% | +11.2% | -25.2% | -16.2% |
| 6M | -2.0% | +5.8% | -7.8% | -4.0% |
| YTD | -4.6% | +8.4% | -13.0% | -7.1% |
| 1Y | +9.5% | +15.7% | -6.2% | +5.0% |
| All | +201.7% | -28.6% | +230.3% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling